lassoshooting: L1 Regularized Regression (Lasso) Solver using the Cyclic Coordinate Descent Algorithm aka Lasso Shooting

L1 regularized regression (Lasso) solver using the Cyclic Coordinate Descent algorithm aka Lasso Shooting is fast. This implementation can choose which coefficients to penalize. It support coefficient-specific penalties and it can take X'X and X'y instead of X and y.

Getting started

Package details

AuthorTobias Abenius <Tobias.Abenius@Chalmers.se>
MaintainerTobias Abenius <Tobias.Abenius@Chalmers.se>
LicenseLGPL-3
Version0.1.5-1.1
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("lassoshooting")

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lassoshooting documentation built on April 5, 2022, 1:15 a.m.